I'm not sure if this is the correct place to post this - but here goes:
I have been working on a project for the last few years, during which I have come up with a set of components with the following affordances:
A simplified (easy to remember) instrument naming 'symbology'
A framework for mapping various data providers feed into the framework - meaning that the same simplified naming can be used to fetch instrument data across various feed providers
A simple schema for storing instrument data
The end user will be responsible for sourcing the actual market data, what I am aiming to provide, is an infrastructure (libraries, databases etc), to store the reference data relating to the marketdata.
The idea of this is twofold:
i. To provide a framework for retail clients who want to build their own marketdata repositories
ii. To tap into crowdsourcing, to help maintain database(s) that contains the latest company reports, company news releases, SEC filings etc, that everyone can benefit from.
I want to know:
- Is there any interest in such a project?
- Are there any features that are a must, for the proposed system to be useful to as many people as possible?
It goes without saying, that the proposed system will only cover exchange traded products (but this restriction has to be relaxed to include Forex markets in the asset classes covered).